Ivan Nourdin

1. Mathematical research with GPT-5: a Malliavin-Stein experiment
   2025/09/03 by Charles-Philippe Diez, Luis da Maia, Diez, Charles-Philippe +3 · 4 voices · 4 citations
   Computer Science · Decision Sciences · #Stochastic Gradient Optimization Techniques #Risk and Portfolio Optimization #Optimization and Variational Analysis
2. Stein's method on Wiener chaos
   2007/12/18 by Ivan Nourdin, Nourdin, Ivan, Giovanni Peccati +1 · 6 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Financial Risk and Volatility Modeling
3. Absolute continuity and convergence of densities for random vectors on Wiener chaos
   2012/07/21 by Ivan Nourdin, David Nualart, Nourdin, Ivan +3 · 6 citations
   Mathematics · #Advanced Algebra and Geometry #FOS: Mathematics #Geometry and complex manifolds #Probability (math.PR) #Random Matrices and Applications
4. Small Scale CLTs for the Nodal Length of Monochromatic Waves
   2020/05/13 by Gauthier Dierickx, Dierickx, Gauthier, Ivan Nourdin +5 · 5 citations
   Earth and Planetary Sciences · #FOS: Mathematics #Geological formations and processes #Geology and Paleoclimatology Research #Probability (math.PR)
5. Quantitative CLTs in Deep Neural Networks
   2023/07/12 by Stefano Favaro, Boris Hanin, Favaro, Stefano +7 · 6 citations
   Computer Science · Mathematics · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #Probability (math.PR) #Statistical Methods and Inference #Stochastic Gradient Optimization Techniques
6. Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
   2006/01/03 by Andreas Neuenkirch, Neuenkirch, Andreas, Ivan Nourdin +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #60G18 #60H05 #60H20 #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
7. Convergence in total variation on Wiener chaos
   2012/05/11 by Ivan Nourdin, Nourdin, Ivan, Guillaume Poly +1 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
8. Non-integrable stable approximation by Stein's method
   2019/03/29 by Peng Chen, Chen, Peng, Ivan Nourdin +7 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Analysis and Transform Methods #advanced mathematical theories
9. Fisher Information and the Fourth Moment Theorem
   2013/12/20 by Ivan Nourdin, Nourdin, Ivan, David Nualart +1 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Random Matrices and Applications #Financial Risk and Volatility Modeling
10. Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the\n Steiner Formula
    2014/11/23 by Larry B. Goldstein, Goldstein, Larry, Ivan Nourdin +3 · 1 citation
    Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Statistics Theory (math.ST)
11. Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
    2011/09/07 by Hermine Biermé, Biermé, Hermine, Aline Bonami +5 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
12. The Breuer-Major Theorem in total variation: improved rates under\n minimal regularity
    2019/07/09 by Ivan Nourdin, David Nualart, Nourdin, Ivan +3 · 1 citation
    Mathematics · #Advanced Harmonic Analysis Research #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Probability (math.PR)
13. Stein's method and stochastic analysis of Rademacher functionals
    2008/10/16 by Ivan Nourdin, Giovanni Peccati, Nourdin, Ivan +3 · 1 citation
    Mathematics · #60F05 #60F99 #60G50 #60H07 #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
14. Universal Gaussian fluctuations of non-Hermitian matrix ensembles
    2009/08/04 by Ivan Nourdin, Nourdin, Ivan, Giovanni Peccati +1 · 1 citation
    Mathematics · Physics and Astronomy · #60F05 #60G15 #60H05 #60H07 #FOS: Mathematics #Geometry and complex manifolds #Probability (math.PR) #Quantum chaos and dynamical systems #Random Matrices and Applications
15. Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
    2021/02/09 by Soukaina Douissi, Khalifa Es-Sebaiy, Douissi, Soukaina +5 · 1 citation
    Economics, Econometrics and Finance · Environmental Science · Mathematics · #Atmospheric and Environmental Gas Dynamics #FOS: Mathematics #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
16. Entropy and the fourth moment phenomenon
    2013/04/04 by Ivan Nourdin, Giovanni Peccati, Nourdin, Ivan +3 · 1 citation
    Mathematics · #Random Matrices and Applications #Point processes and geometric inequalities #Geometry and complex manifolds